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Strategy Settings
+108.83% |
0.13% | |
4.01% | |
Drawdown: | 16.83% |
Balance: | $20,882.85 |
Highest: | (Jul 26) $20,882.85 |
Profit: | $10,882.84 |
Deposits: | $10,000.00 |
Test Started: | Jan 11, 2011 |
Test Ended: | Jul 26, 2012 |
Timeframe: | 15 Minutes |
Model Type: | Every Tick |
Added: | Sep 26, 2012 at 10:42 |
Trades: | 304 |
Profitability: |
|
Pips: | 1,721.4 |
Average Win: | 10.11 pips / $66.25 |
Average Loss: | -40.00 pips / -$276.62 |
Lots: | 214.41 |
Commissions: | 0 |
Longs Won: | (166/177) 93% |
Shorts Won: | (111/127) 87% |
Best Trade ($): | (Dec 21) 250.47 |
Worst Trade ($): | (Nov 28) -407.00 |
Best Trade (Pips): | (Apr 07) 26.0 |
Worst Trade (Pips): | (Jan 25) -40.0 |
Avg. Trade Length: | 1h 38m |
Profit Factor: | 2.46 |
Standard Deviation: | $114.59 |
Sharpe Ratio | 0.25 |
Z-Score (Probability): | -7.40 (99.99%) |
Expectancy | 5.7 Pips / $35.80 |
AHPR: | 0.25% |
GHPR: | 0.24% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
Consecutive Losing Trades | 75 | 68 | 60 | 53 | 45 | 38 | 30 | 23 | 15 | 8 |
Trading Activity (304)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
07.26.2012 18:07 | 07.26.2012 20:59 | AUDUSD | Buy | 1.05 | 1.0 | 1.0 | 1.03867 | 1.03887 | 2.0 | 13.65 | 2h 52m | 0.07% |
07.26.2012 18:00 | 07.26.2012 18:06 | AUDUSD | Buy | 1.05 | 1.0 | 1.0 | 1.03883 | 1.03903 | 2.0 | 13.65 | 6m | 0.07% |
07.26.2012 00:11 | 07.26.2012 00:45 | AUDUSD | Buy | 1.05 | 1.0 | 1.0 | 1.03087 | 1.03107 | 2.0 | 13.65 | 34m | 0.07% |
07.26.2012 00:00 | 07.26.2012 00:08 | AUDUSD | Buy | 1.05 | 1.0 | 1.0 | 1.03076 | 1.03096 | 2.0 | 13.65 | 8m | 0.07% |
07.17.2012 09:15 | 07.17.2012 10:13 | AUDUSD | Buy | 1.04 | 1.0 | 1.0 | 1.02857 | 1.03002 | 14.5 | 143.52 | 58m | 0.69% |
07.16.2012 02:45 | 07.16.2012 09:00 | AUDUSD | Buy | 1.04 | 1.0 | 1.0 | 1.02315 | 1.02326 | 1.1 | 4.16 | 6h 15m | 0.02% |
01.05.2012 21:30 | 01.05.2012 22:59 | AUDUSD | Sell | 1.03 | 1.0 | 1.0 | 1.02671 | 1.02651 | 2.0 | 13.39 | 1h 29m | 0.06% |
01.05.2012 21:35 | 01.05.2012 22:38 | AUDUSD | Sell | 1.03 | 1.0 | 1.0 | 1.02734 | 1.02592 | 14.2 | 139.05 | 1h 3m | 0.68% |
01.05.2012 21:41 | 01.05.2012 22:12 | AUDUSD | Sell | 1.03 | 1.0 | 1.0 | 1.02754 | 1.02734 | 2.0 | 13.39 | 31m | 0.07% |
12.30.2011 22:49 | 01.02.2012 22:00 | AUDUSD | Buy | 1.03 | 1.0 | 1.0 | 1.02292 | 1.02322 | 3.0 | 29.77 | 2d | 0.15% |
12.30.2011 22:30 | 01.02.2012 22:00 | AUDUSD | Buy | 1.03 | 1.0 | 1.0 | 1.02313 | 1.02323 | 1.0 | 9.17 | 2d | 0.04% |
12.30.2011 22:50 | 01.02.2012 22:00 | AUDUSD | Buy | 1.03 | 1.0 | 1.0 | 1.02272 | 1.02322 | 5.0 | 50.37 | 2d | 0.25% |
12.30.2011 22:55 | 12.30.2011 23:18 | AUDUSD | Buy | 1.03 | 1.0 | 1.0 | 1.02202 | 1.02222 | 2.0 | 13.39 | 23m | 0.07% |
12.30.2011 21:45 | 12.30.2011 22:20 | AUDUSD | Buy | 1.02 | 1.0 | 1.0 | 1.02318 | 1.02338 | 2.0 | 13.26 | 35m | 0.07% |
12.21.2011 14:01 | 12.21.2011 14:32 | AUDUSD | Buy | 1.02 | 1.0 | 1.0 | 1.01463 | 1.01483 | 2.0 | 13.26 | 31m | 0.07% |
12.21.2011 14:05 | 12.21.2011 14:22 | AUDUSD | Buy | 1.02 | 1.0 | 1.0 | 1.01398 | 1.01579 | 18.1 | 177.48 | 17m | 0.88% |
12.21.2011 13:08 | 12.21.2011 13:22 | AUDUSD | Buy | 0.99 | 1.0 | 1.0 | 1.01736 | 1.01996 | 26.0 | 250.47 | 14m | 1.26% |
12.21.2011 13:00 | 12.21.2011 13:22 | AUDUSD | Buy | 0.99 | 1.0 | 1.0 | 1.01757 | 1.02017 | 26.0 | 250.47 | 22m | 1.27% |
12.21.2011 13:10 | 12.21.2011 13:17 | AUDUSD | Buy | 0.99 | 1.0 | 1.0 | 1.01688 | 1.01708 | 2.0 | 12.87 | 7m | 0.07% |
12.20.2011 23:15 | 12.20.2011 23:24 | AUDUSD | Buy | 0.98 | 1.0 | 1.0 | 1.00559 | 1.00735 | 17.6 | 165.62 | 9m | 0.85% |
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